Ciel's anklet doesn't break, no matter how skillfully Sebastian tugs at it. It does, however, seem much more constrictive and heavy now that Ciel's aware of it.
Leg manacles. That can only mean one thing.]
Sebastian. Are we prisoners here? No. They wouldn't have let us wander around like this if we were. [And is that thing blinking at them?] Could it be...that it's a bomb?